Whole range of ways to handle it. Most important factor in deciding how to treat it is ratio of new rock to current cycled rock and tank water volume. For example, I would take a couple of rocks and drop them in my sump without doing anything but an rodi rinse and scrub with a clean brush. That's because of my large water volume.
If you have a smaller tank and are putting a lot of new rock in, you can do a combination of any/all of the following: muriatic acid dip (which will strip away actual rock and anything on it) followed by bleach, followed by leaving in sun, followed by multiple rodi rinses, followed by "cooking" or cycling in tubs in the garage. The number of those treatments you decide to do is based on history of rock and any concerns about it. At minimum, I would do what Diesel suggested just to avoid any ammonia or phosphate spikes.
For my new tank build I added primarily new dry rock and I did all of the above including a couple of months in a tub with saltwater to make sure I was starting with good, clean rock.